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A simple example of black noise

✍ Scribed by Shinzo Watanabe

Publisher
Elsevier Science
Year
2001
Tongue
French
Weight
136 KB
Volume
125
Category
Article
ISSN
0007-4497

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✦ Synopsis

By a noise in continuous time t ∈ R, we mean a family {F s,t , s t} of sub Οƒ -fields of events on a separable probability space with properties given in Definition 1.2, a property of independence, in particular. A noise is black if there does not exist any nontrivial LΓ©vy process ΞΎ t such that ΞΎ tΞΎ s is F s,t -measurable. We give an example of black noise for which the proof that it is black may be simpler than any other known examples of black noises. ο›™ 2001 Γ‰ditions scientifiques et mΓ©dicales Elsevier SAS

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